Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49650.36 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43614.19 Kr¶

PnL: ---------------------------------------> -1261.39 Kr¶

DD now: ---------------------------------> -6.532 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:52:10.052358'

Anic Portfolio¶

Today¶

Return: 0.147 %¶

This Week¶

Return: -2.169 %¶

Total portfolio value¶

Return including deposits: 62.543 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.330000 1519.460000 96.460000 6.780000 1423.000014
Nederman Holding 1 -1.900000 207.000000 8.000000 4.020000 199.000000
Hennes & Mauritz B 6 -0.910000 916.680000 4.680000 0.510000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.280000 986.000000 -7.000000 -0.700000 993.000000
OX2 12 -0.660000 900.600000 -8.400000 -0.920000 909.000000
JM 7 0.070000 940.800000 -9.200000 -0.970000 950.000002
Atrium Ljungberg B 5 0.060000 894.500000 -9.500000 -1.050000 904.000000
Biotage 1 -3.490000 137.050000 -11.950000 -8.020000 149.000000
Bufab 3 0.060000 1060.200000 -15.800000 -1.470000 1076.000001
Gränges 10 0.390000 1022.000000 -17.000000 -1.640000 1039.000000
AcadeMedia 20 -0.950000 960.800000 -17.200000 -1.760000 978.000000
BioGaia B 8 0.550000 884.800000 -19.200000 -2.120000 904.000000
Vitrolife 3 0.090000 657.600000 -19.400000 -2.870000 677.000001
Vitec Software Group B 2 -2.080000 1082.000000 -22.000000 -1.990000 1104.000000
SKF B 5 0.920000 957.250000 -22.750000 -2.320000 980.000000
Latour B 4 -1.750000 833.200000 -22.800000 -2.660000 856.000000
Investor B 3 -0.400000 635.100000 -22.900000 -3.480000 657.999999
Sandvik 4 0.390000 821.600000 -26.400000 -3.110000 848.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sagax B 4 -1.610000 854.000000 -31.000000 -3.500000 885.000000
Byggmax Group 33 0.000000 935.880000 -31.120000 -3.220000 966.999990
INVISIO 15 -0.420000 3540.000000 -32.000000 -0.900000 3571.999995
Addnode Group B 7 -1.740000 872.200000 -32.800000 -3.620000 904.999998
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
Hexatronic Group 15 -1.550000 1028.400000 -42.600000 -3.980000 1071.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.780000 825.600000 -47.400000 -5.430000 873.000000
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
Orrön Energy 170 -3.020000 1992.400000 -53.600000 -2.620000 2045.999980
Catena 2 -0.630000 751.600000 -54.400000 -6.750000 806.000000
HEXPOL B 8 -4.420000 900.000000 -57.000000 -5.960000 957.000000
Hexagon B 26 -0.960000 3351.400000 -68.600000 -2.010000 3420.000012
VEF 788 -0.170000 1809.250000 -93.750000 -4.930000 1903.000300
Sedana Medical 93 1.310000 2598.420000 -385.160000 -12.910000 2983.577733
TOTAL 43614.190000 -1261.390000 -6.53232% 44875.578016

Updated:¶

'2023-06-21 10:52:26.830666'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶